For educational purposes only. Nothing on this site constitutes investment advice. Disclaimers
Trend - CTA / Managed Futures
Managed futures and systematic alternatives as the primary alpha engine, anchored by S&P momentum equity.
How to read sleeves and model portfolios →
| Ticker | Weight | Beta | Notes |
|---|---|---|---|
| SPMO | 25% | 1.1 | S&P 500 momentum factor. |
| MATE | 20% | 1 | Return-stacked 100% S&P 500 + 100% managed futures. |
| IALT | 15% | 0.35 | Systematic multi-strategy alternatives sleeve. |
| SSO | 10% | 2 | 2x S&P 500 — leveraged beta sleeve. |
| VFLO | 10% | 0.75 | Large-cap free-cash-flow quality tilt. |
| RSSY | 10% | 1 | Return-stacked equity + systematic futures yield sleeve. |
| CLSE | 10% | 0.6 | US long/short equity drawdown buffer. |
Weighted portfolio beta (approx.): 0.96
Copy portfolio to builder →Total return (vs SPY)
Alpha score: A+
Max DD score: A
Beta score: B+
Beta: 0.96
Total: 136.0%
Gross longs: 96.0%
Gross shorts: 5.0%
Gross alpha & alts: 45.0%
SPMO: 25%
MATE: 20%
IALT: 15%
SSO: 10%
VFLO: 10%
RSSY: 10%
CLSE: 10%
Educational model only — not investment advice. Portfolio betas in the holdings table are weighted to the listed names and weights.
MATE: total-return path multiplies daily returns of RSST. Pre-inception path deducts ~4%/yr wholesale financing on 1.00× incremental notional (gross ~200% vs 100% cash).
IALT: total-return path multiplies daily returns of FLSP. Pre-inception path deducts ~4%/yr wholesale financing on 1.00× incremental notional (gross ~200% vs 100% cash).
VFLO: methodology lists COWZas Yahoo proxies for joint history before live listing when calendar overlap allows. In this chart's Yahoo range there was no separate pre-listing window to splice—line shows the fund's reported adjusted closes only.
RSSY's inception date of 2024-05-29 is limiting the backtest.